+263.4%
TSM vs GME
-49.7%
+313.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -2.1% | +4.8% | -6.8% | -2.4% |
| 30D | -12.5% | -4.3% | -8.3% | -12.3% |
| 3M | -5.0% | +35.3% | -40.3% | -7.1% |
| 6M | -3.2% | +4.7% | -7.9% | -3.7% |
| YTD | +31.5% | +26.6% | +4.9% | +28.8% |
| 1Y | +35.7% | +18.3% | +17.4% | +33.5% |
| 3Y | +323.5% | +102.8% | +220.7% | +251.1% |
| 5Y | +263.4% | -48.9% | +312.3% | +234.6% |
| All | +263.4% | -49.7% | +313.0% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling